Agribank Securities Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.22% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9713 | 12.41 | |
| 0.1272 | 15.30 | |
| 0.7364 | 64.99 | |
| 0.0106 | 0.72 |
Estimation Period:
Dec 10, 2009 to Feb 6, 2026
Dec 10, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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